Acemoglu, D. ; Carvalho, V.M. ; Ozdaglar, A. ; Tahbaz‐Salehi, A. The network origins of aggregate fluctuations. 2012 Econometrica. 80 1977-2016
Acemoglu, D. ; Ozdaglar, A. ; Tahbaz-Salehi, A. Systemic risk and stability in financial networks. 2015 Am. Econ. Rev.. 105 564-608
Alfaro, L. ; García-Santana, M. ; Moral-Benito, E. On the direct and indirect real effects of credit supply shocks. 2021 J. Financ. Econ.. 139 895-921
Ando, T. ; Greenwood-Nimmo, M. ; Shin, Y. Quantile connectedness: modeling tail behavior in the topology of financial networks. 2022 Manag. Sci.. 68 2401-2431
Antonakakis, N. ; Chatziantoniou, I. ; Gabauer, D. Refined measures of dynamic connectedness based on time-varying parameter vector autoregressions. 2020 J. Risk Financ. Manag.. 13 84-
Arouri, M.E.H. ; Nguyen, D.K. Oil prices, stock markets and portfolio investment: evidence from sector analysis in Europe over the last decade. 2010 Energy Pol.. 38 4528-4539
Asgharian, H. ; Hess, W. ; Liu, L. A spatial analysis of international stock market linkages. 2013 J. Bank. Finance. 37 4738-4754
Baruník, J. ; Kley, T. Quantile coherency: a general measure for dependence between cyclical economic variables. 2019 Econom. J.. 22 131-152
Baruník, J. ; Křehlík, T. Measuring the frequency dynamics of financial connectedness and systemic risk. 2018 J. Financ. Econom.. 16 271-296
Basher, S.A. ; Sadorsky, P. Hedging emerging market stock prices with oil, gold, VIX, and bonds: a comparison between DCC, ADCC and GO-GARCH. 2016 Energy Econ.. 54 235-247
Batten, J.A. ; Kinateder, H. ; Szilagyi, P.G. ; Wagner, N.F. Can stock market investors hedge energy risk? Evidence from Asia. 2017 Energy Econ.. 66 559-570
Batten, J.A. ; Kinateder, H. ; Szilagyi, P.G. ; Wagner, N.F. Time-varying energy and stock market integration in Asia. 2019 Energy Econ.. 80 777-792
Baumöhl, E. ; Shahzad, S.J.H. Quantile coherency networks of international stock markets. 2019 Finance Res. Lett.. 31 119-129
Billio, M. ; Getmansky, M. ; Lo, A.W. ; Pelizzon, L. Econometric measures of connectedness and systemic risk in the finance and insurance sectors. 2012 J. Financ. Econ.. 104 535-559
Bonaccolto, G. ; Caporin, M. ; Panzica, R. Estimation and model-based combination of causality networks among large US banks and insurance companies. 2019 J. Empir. Finance. 54 1-21
Broadstock, D.C. ; Filis, G. Oil price shocks and stock market returns: new evidence from the United States and China. 2014 J. Int. Financ. Mark. Inst. Money. 33 417-433
Brunetti, C. ; Harris, J.H. ; Mankad, S. ; Michailidis, G. Interconnectedness in the interbank market. 2019 J. Financ. Econ.. 133 520-538
- Chen, J. ; Li, Z. ; Song, M. ; Wang, Y. ; Wu, Y. ; Li, K. Economic and intensity effects of coal consumption in China. 2022 J. Environ. Manag.. 301 -
Paper not yet in RePEc: Add citation now
Chen, N. ; Jin, X. ; Zhuang, X. ; Yuan, Y. Spatial pricing with multiple risk transmission channels and specific factors. 2020 Phys. Stat. Mech. Appl.. 549 -
Chen, Z.M. Inflationary effect of coal price change on the Chinese economy. 2014 Appl. Energy. 114 301-309
Chen, Z.M. ; Chen, P.L. ; Ma, Z. ; Xu, S. ; Hayat, T. ; Alsaedi, A. Inflationary and distributional effects of fossil energy price fluctuation on the Chinese economy. 2019 Energy. 187 -
Chun, D. ; Cho, H. ; Kim, J. The relationship between carbon-intensive fuel and renewable energy stock prices under the emissions trading system. 2022 Energy Econ.. 114 -
Cont, R. Empirical properties of asset returns: stylized facts and statistical issues. 2001 Quant. Finance. 1 223-236
Debarsy, N. ; Dossougoin, C. ; Ertur, C. ; Gnabo, J.Y. Measuring sovereign risk spillovers and assessing the role of transmission channels: a spatial econometrics approach. 2018 J. Econ. Dynam. Control. 87 21-45
Deev, O. ; Lyócsa, Š. Connectedness of financial institutions in Europe: a network approach across quantiles. 2020 Phys. Stat. Mech. Appl.. 550 -
Diebold, F.X. ; Yilmaz, K. Better to give than to receive: predictive directional measurement of volatility spillovers. 2012 Int. J. Forecast.. 28 57-66
Diebold, F.X. ; Yılmaz, K. On the network topology of variance decompositions: measuring the connectedness of financial firms. 2014 J. Econom.. 182 119-134
Ding, Z. ; He, L. ; Feng, C. ; Li, W. The impact of coal price fluctuations on China's economic output. 2016 Appl. Econ.. 48 2225-2237
Elhorst, J.P. Specification and estimation of spatial panel data models. 2003 Int. Reg. Sci. Rev.. 26 244-268
Forbes, K. The" Big C": Identifying Contagion. 2012 NBER Working Papers:
Gu, F. ; Wang, J. ; Guo, J. ; Fan, Y. How the supply and demand of steam coal affect the investment in clean energy industry? Evidence from China. 2020 Resour. Pol.. 69 -
Guo, J. ; Zheng, X. ; Chen, Z.M. How does coal price drive up inflation? Reexamining the relationship between coal price and general price level in China. 2016 Energy Econ.. 57 265-276
Herskovic, B. ; Kelly, B. ; Lustig, H. ; Van Nieuwurgh, S. Firm volatility in granular networks. 2020 J. Polit. Econ.. 128 4097-4162
Huang, J. ; Li, Z. ; Xia, X. Network diffusion of international oil volatility risk in China's stock market: quantile interconnectedness modelling and shock disaggregation analysis. 2021 Int. Rev. Econ. Finance. 76 1-39
- Ji, Q. ; Liu, B.Y. ; Zhao, W.L. ; Fan, Y. Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the BRICS. 2018 Int. Rev. Financ. Anal.. 68 -
Paper not yet in RePEc: Add citation now
Jiang, C. ; Wu, Y.F. ; Li, X.L. ; Li, X. Time-frequency connectedness between coal market prices, new energy stock prices and CO2 emissions trading prices in China. 2020 Sustainability. 12 2823-
Jiang, S. ; Jin, X. Effects of investor sentiment on stock return volatility: a spatio-temporal dynamic panel model. 2021 Econ. Modell.. 97 298-306
Jing, Z. ; Elhorst, J.P. ; Jacobs, J.P. ; de Haan, J. The propagation of financial turbulence: interdependence, spillovers, and direct and indirect effects. 2018 Empir. Econ.. 55 169-192
Jones, C.M. ; Kaul, G. Oil and the stock markets. 1996 J. Finance. 51 463-491
Khalfaoui, R. ; Gozgor, G. ; Goodell, J.W. Impact of Russia-Ukraine war attention on cryptocurrency: evidence from quantile dependence analysis. 2023 Finance Res. Lett.. 52 -
Khalfaoui, R. ; Shahzad, U. ; Asl, M.G. ; Jabeur, S.B. Investigating the spillovers between energy, food, and agricultural commodity markets: new insights from the quantile coherency approach. 2023 Q. Rev. Econ. Finance. 88 63-80
Kou, S. ; Peng, X. ; Zhong, H. Asset pricing with spatial interaction. 2018 Manag. Sci.. 64 2083-2101
- LeSage, J. ; Pace, R. Introduction to Spatial Econometrics. 2009 CRC Press: London and New York
Paper not yet in RePEc: Add citation now
- Lucas, R.E. Understanding business cycles. 1995 Essential readings in economics. 306-327
Paper not yet in RePEc: Add citation now
Ma, Y.R. ; Ji, Q. ; Wu, F. ; Pan, J. Financialization, idiosyncratic information and commodity co-movements. 2021 Energy Econ.. 94 -
Milcheva, S. ; Zhu, B. Asset pricing, spatial linkages and contagion in real estate stocks. 2018 J. Property Res.. 35 271-295
Miller, J.I. ; Ratti, R.A. Crude oil and stock markets: stability, instability, and bubbles. 2009 Energy Econ.. 31 559-568
Naeem, M.A. ; Hasan, M. ; Arif, M. ; Balli, F. ; Shahzad, S.J.H. Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices. 2020 Phys. Stat. Mech. Appl.. 553 -
Ozdagli, A. ; Weber, M. Monetary Policy through Production Networks: Evidence from the Stock Market. 2017 National Bureau of Economic Research Working Paper Series:
Patton, A.J. A review of copula models for economic time series. 2012 J. Multivariate Anal.. 110 4-18
Ren, X. ; Li, Y. ; Qi, Y. ; Duan, K. Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics. 2022 Energy. 254 -
Silva, T.C. ; da Silva Alexandre, M. ; Tabak, B.M. Bank lending and systemic risk: a financial-real sector network approach with feedback. 2018 J. Financ. Stabil.. 38 98-118
- Song, M. ; Wang, J. Coal price fluctuations in China: economic effects and policy implications. 2016 J. Renew. Sustain. Energy. 8 -
Paper not yet in RePEc: Add citation now
Tiwari, A.K. ; Abakah, E.J.A. ; Adewuyi, A.O. ; Lee, C.C. Quantile risk spillovers between energy and agricultural commodity markets: evidence from pre and during COVID-19 outbreak. 2022 Energy Econ.. 113 -
Tiwari, A.K. ; Trabelsi, N. ; Alqahtani, F. ; Hammoudeh, S. Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices: a new look. 2019 Energy Econ.. 83 445-466
Urom, C. ; Ndubuisi, G. ; Guesmi, K. ; Benkraien, R. Quantile co-movement and dependence between energy-focused sectors and artificial intelligence. 2022 Technol. Forecast. Soc. Change. 183 -
Wang, G.J. ; Xie, C. ; He, K. ; Stanley, H.E. Extreme risk spillover network: application to financial institutions. 2017 Quant. Finance. 17 1417-1433
Wang, X. ; Liu, C. ; Chen, S. ; Chen, L. ; Li, K. ; Liu, N. Impact of coal sector's de-capacity policy on coal price. 2020 Appl. Energy. 265 -
Wang, Y. ; Liu, L. Crude oil and world stock markets: volatility spillovers, dynamic correlations, and hedging. 2016 Empir. Econ.. 50 1481-1509
Wong, J.B. ; Zhang, Q. Impact of international energy prices on China's industries. 2020 J. Futures Mark.. 40 722-748
Wu, S. ; Xia, G. ; Liu, L. A novel decomposition integration model for power coal price forecasting. 2023 Resour. Pol.. 80 -
- Xia, X.H. ; Chen, B. ; Wu, X.D. ; Hu, Y. ; Liu, D.H. ; Hu, C.Y. Coal use for world economy: provision and transfer network by multi-region input-output analysis. 2017 J. Clean. Prod.. 143 125-144
Paper not yet in RePEc: Add citation now
Xiao, J. ; Hu, C. ; Ouyang, G. ; Wen, F. Impacts of oil implied volatility shocks on stock implied volatility in China: empirical evidence from a quantile regression approach. 2019 Energy Econ.. 80 297-309
Zhang, K. ; Cao, H. ; Thé, J. ; Yu, H. A hybrid model for multi-step coal price forecasting using decomposition technique and deep learning algorithms. 2022 Appl. Energy. 306 -
Zhou, Z. ; Jiang, Y. ; Liu, Y. ; Lin, L. ; Liu, Q. Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis. 2019 Econ. Modell.. 80 352-382
Zhu, H. ; Li, S. ; Huang, Z. Frequency domain quantile dependence and connectedness between crude oil and exchange rates: evidence from oil-importing and exporting countries. 2023 Q. Rev. Econ. Finance. 90 1-30